FRESH AIR For the past four seasons, Chloe Sevigny has played Nicolette “Nicki” Grant on the HBO series Big Love. Nicki is the second of polygamist Bill Henrickson’s three wives — a modest woman suspicious of the outside world, while keeping several secrets of her own. Sevigny tells Terry Gross that she prepared for the role by immersing herself in the polygamist culture of the Fundamentalist Church of Jesus Christ of Latter Day Saints — a polygamous offshoot of the Mormon church, or LDS. “I read as much literature as I could find … just trying to wrap my head […]